examples: migrate to the native data layer (drop ws/coder-websocket/jackson/jsonlite) (#316)

Stacked on #315 (the native Binance REST fetcher). Retarget to `main` once #315 merges.

Migrates the runnable examples off third-party data-I/O packages onto Wickra's
native data layer (`CandleReader`, `Resampler`, `BinanceFeed`, `fetch_*klines`).

## Third-party packages removed (the zero-dep selling point)
- **Node**: `ws` (live feed → BinanceFeed) — dropped from package.json + lockfile
- **Go**: `github.com/coder/websocket` — dropped from go.mod / go.sum (`go mod tidy`)
- **Java**: `jackson-databind` (live feed + REST fetch) — dropped from pom.xml
- **R**: `jsonlite` + `websocket` + `later` — dropped from the README notes

Each language's CSV loading now goes through `CandleReader`, manual resampling
through `Resampler`, the live feed through `BinanceFeed`, and (Java/R) the REST
download through the native fetcher.

## Verification
Ran the offline examples per language against the bundled data — backtest and
multi_timeframe produce identical output across Python / Node / Go / Java / R
(e.g. ATR(14) last 345.1010; 1h→5m resamples to 240 bars, →15m to 80 bars).

C# / C / WASM (stdlib-only, no third-party deps to remove) follow in this branch.

Note: the streaming `strategy_*` examples have pre-existing candle-indicator
runtime bugs (CI only syntax-smokes them); the CSV migration preserves their
shape and leaves those bugs for a separate fix.

examples/r/fetch_btcusdt.R

@@ -1,13 +1,17 @@
 # Download real BTCUSDT hourly klines from the Binance REST API into a CSV that the
-# other examples can consume. Requires network access and the 'jsonlite' package.
-if (!requireNamespace("jsonlite", quietly = TRUE)) stop("install 'jsonlite' to run this example")
-url <- "https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1h&limit=500"
-cat("Fetching", url, "\n")
-klines <- jsonlite::fromJSON(url)
+# other examples can consume, using Wickra's native fetcher — no third-party packages.
+# Requires network access.
+library(wickra)
+
+cat("Fetching 500 BTCUSDT 1h klines from Binance...\n")
+# Interval code 6 == 1h. Returns an (n x 6) matrix with columns
+# open, high, low, close, volume, timestamp.
+m <- fetch_binance_klines("BTCUSDT", 6L, 500L)
+
 dir.create("data", showWarnings = FALSE)
 df <- data.frame(
-  timestamp = as.numeric(klines[, 1]), open = klines[, 2], high = klines[, 3],
-  low = klines[, 4], close = klines[, 5], volume = klines[, 6]
+  timestamp = m[, "timestamp"], open = m[, "open"], high = m[, "high"],
+  low = m[, "low"], close = m[, "close"], volume = m[, "volume"]
 )
 utils::write.csv(df, "data/btcusdt_1h.csv", row.names = FALSE, quote = FALSE)
 cat(sprintf("Wrote %d klines to data/btcusdt_1h.csv\n", nrow(df)))